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  1. dtrader98

    The Arms Race in High Frequency Trading

    coming from someone who has had a hand in actually implementing these types of concepts in real production , I can tell you there is a big gap between ideas and production(i.e. concept and reality). There are hardware limitations that are limiting for many reasons outside of simple physics of...
  2. dtrader98

    The Arms Race in High Frequency Trading

    Few interesting books coming out in this area: Chasing the Same Signals: How Black-Box Trading Influences Stock Markets from Wall Street to Shanghai --------------------------------------------- "The worst stock market crash since Black Monday during October of 1987 occurred during the...
  3. dtrader98

    The Arms Race in High Frequency Trading

    You guys need to look into predator prey relationships; a particular example is the shark-shrimp cycle. Guess what happens when the shrimp dry up?
  4. dtrader98

    Mind Control 101 – Trading cults in ET

    Morpheus? "I know what you're trying to do..." f9.:D Your insights are quite sage .:)
  5. dtrader98

    Neural Networks don't work for trading

    Ok. So, essentially you are optimizing the weights via GA, not so much to minimize RMSE faster, but using fitness functions (sharpe, etc., I read your other post somewhere) as a type of criteria. Thanks, dt
  6. dtrader98

    Managing stress and low energy levels

    That's interesting. Sounds like you've done a lot of research. Reminds me of how a few patients had side effects from lasik that were horrible. I went to one of the best surgeons known for this and they basically had three independent opthamologists verify whether or not the operation would be...
  7. dtrader98

    Managing stress and low energy levels

    I recently watched a program called doctors that is aired nightly. They discussed a modern technique using some type of a very precise electocautery technique to reduce turbinate blockage. Don't know if it's useful to your case, but-- in about 2 minutes they were done and she said she was able...
  8. dtrader98

    Managing stress and low energy levels

    Try NeilMed Sinus Rinse (over the counter). I almost laughed when someone told me you could breath water in and clean out your nose. It worked wonders. http://www.neilmed.com/usa/index.php Well worth trying for 12 or 13 bucks IMO.
  9. dtrader98

    Neural Networks don't work for trading

    Don't get it without the CD. The CD is imperative. That is the best part of the book. Also, don't worry about DOS or NT specs, it works fine on XP. Only drawback is it is a bit slow on training nets and it is not a simple and intuitive GUI interface, but pretty easy to use once you get used...
  10. dtrader98

    Neural Networks don't work for trading

    Thanks. Are you using the GAs primarily for NN weight optimization? If not, do you mind if I ask what your GA fitness function is optimizing? ----------------------------- P.S. To BigDaveDiode. That book you rec'd was fantastic! Best book rec I've seen on these boards. Best practical book...
  11. dtrader98

    Concentration

    A wise observation. I am waiting for genetic engineering, nanotechnology, and smart materials to converge and strengthen my neuroplasticity. Wishful thinking, although, sadly, the Red Queen along with time, never sleeps. I always had hoped that if I could hoard enough knowledge before I got...
  12. dtrader98

    Most expensive trading books?

    Amen to that.:D There comes a point at which you (the reader), will stop and say, "but hey, I tried what he said on a different chart and for some reason it doesn't do what the examples he shows says it's supposed to.":confused: Even though the author is conveniently not present to assuage...
  13. dtrader98

    Most expensive trading books?

    There's an older one called, Statistical Arbitrage by Stephen Smith. Apparently, he decided (or was told) not to let out the information, so publication was halted. I would be interested to see it if anyone ever tracks down a pdf release.
  14. dtrader98

    Excel 2007... importing intraday data and calculate correlation

    I'm not certain if i needs to be initialized on each run; it would help a lot if I had the spreadsheet to execute and debug, but just see if this works for now. Good Luck.
  15. dtrader98

    Excel 2007... importing intraday data and calculate correlation

    I'm not seeing the entire picture, but tell me if this sounds correct. Currently, it is simply updating and overwriting cell a1 with the latest data as it streams in. Is that correct? If so, does it overwrite any other cells? Try to substitute Range("a1") with Cells(1,"A") and see if that...
  16. dtrader98

    Excel 2007... importing intraday data and calculate correlation

    Attach your 10 sec refresh capture code (make sure to include how the captured data is being sent to excel); if I get a chance I'll modify the vba to do what you want. Seems pretty simple once you have the data captured. Just run a loop and write out the result of the captured value to a...
  17. dtrader98

    degenerate cointegrated VAR(p) cases with no AR coefficients

    Looks like you added, rather than subtracted the processes. I think if you subtract, you should come to blackdiamond's conclusion. Regarding the particular RW components, I don't think that the difference equation guarantees stationarity in the new series. I recall it has to be tested...
  18. dtrader98

    INSIDER SELLING Jumps to Highest Level Since '07

    I remember how bullish insider buying was supposed to be right at the top of 07 (was the most bullish ever). Boy did that ever turn out to be a fade. I wonder how accurate these metrics are. Can they really collectively be that bad at timing?
  19. dtrader98

    Replacing a motherboard

    I've built quite a few, and to my recollection, unless the individual parts went down in price. It is MUCH cheaper to buy pre-built. Consider the OS alone costs what? $200. I've seen some complete systems with monitors mentioned on this board alone in the 2-300 dollar range. It is fun...
  20. dtrader98

    Replacing a motherboard

    True. It's a heck of a lot cheaper to just buy a new one than to build part by part, unless you enjoy paying for the fun of building. The key is take out that drive and make sure it is readable on another computer and you are good to go.
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